+61.7%
MXL vs DUOL
+2.7%
+59.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.3% | -7.3% | -4.0% |
| 7D | +16.6% | -8.6% | +25.2% | +18.7% |
| 30D | +0.5% | +7.2% | -6.7% | -2.5% |
| 3M | -3.6% | +19.1% | -22.7% | -11.5% |
| 6M | +328.0% | +52.5% | +275.5% | +262.4% |
| YTD | +297.8% | -17.3% | +315.1% | +295.7% |
| 1Y | +339.4% | -49.2% | +388.6% | +394.2% |
| 3Y | +201.7% | -7.3% | +209.0% | +171.4% |
| 5Y | +32.8% | -16.3% | +49.0% | +2.4% |
| All | +61.7% | +2.7% | +59.0% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling